+446.1%
LITE vs ALM
+390.7%
+55.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.6% | -9.1% | -17.2% |
| 7D | -44.6% | -14.5% | -30.1% | -43.1% |
| 30D | -55.0% | -39.0% | -16.0% | -51.4% |
| 3M | -38.3% | -40.3% | +2.0% | -33.1% |
| 6M | -48.8% | -60.3% | +11.6% | -42.2% |
| YTD | +38.3% | -9.8% | +48.0% | +46.3% |
| 1Y | +119.0% | +30.8% | +88.2% | +125.8% |
| 3Y | +1,092.0% | +772.4% | +319.6% | +926.9% |
| 5Y | +446.1% | +390.7% | +55.3% | +382.3% |
| All | +446.1% | +390.7% | +55.3% | +382.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling